+17,451.9%
COR vs NSC
+2,924.5%
+14,527.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | +2.8% | -5.5% | +8.3% | +4.2% |
| 30D | +4.5% | -3.2% | +7.7% | +5.3% |
| 3M | +22.7% | +7.7% | +15.0% | +20.3% |
| 6M | -9.7% | +4.5% | -14.3% | -11.0% |
| YTD | -1.4% | +15.6% | -17.0% | -5.4% |
| 1Y | +13.9% | +19.8% | -5.9% | +8.3% |
| 3Y | +94.0% | +70.1% | +23.9% | +65.5% |
| 5Y | +184.0% | +46.1% | +137.9% | +149.1% |
| 10Y | +406.8% | +328.1% | +78.7% | +237.8% |
| All | +17,451.9% | +2,924.5% | +14,527.4% | +6,577.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NSC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling